Actually - if you want to use your domain as www.thornboroughparish.org.uk and don't mind about using it without the www bit, then setting up a CNAME (page 6 of the 123.reg help document) is probably better.
In this case, you would set the hostname as "www" and the destination as "www.bucksvoice.net." (note the full stop at the end).
An A record for www would also work.
In their A record example they use a hostname of @ which means the domain without any www part on it. So you only need to do this if you want to use thornboroughparish.org.uk without www on it for your website.
Once you've set it all up then you can reply on here and I'll check that it looks correct.